CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7336 |
0.7342 |
0.0006 |
0.1% |
0.7438 |
| High |
0.7351 |
0.7406 |
0.0055 |
0.7% |
0.7482 |
| Low |
0.7317 |
0.7338 |
0.0021 |
0.3% |
0.7312 |
| Close |
0.7340 |
0.7386 |
0.0046 |
0.6% |
0.7347 |
| Range |
0.0034 |
0.0068 |
0.0034 |
100.0% |
0.0171 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
25,902 |
59,430 |
33,528 |
129.4% |
31,325 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7551 |
0.7423 |
|
| R3 |
0.7512 |
0.7483 |
0.7404 |
|
| R2 |
0.7444 |
0.7444 |
0.7398 |
|
| R1 |
0.7415 |
0.7415 |
0.7392 |
0.7430 |
| PP |
0.7376 |
0.7376 |
0.7376 |
0.7384 |
| S1 |
0.7347 |
0.7347 |
0.7379 |
0.7362 |
| S2 |
0.7308 |
0.7308 |
0.7373 |
|
| S3 |
0.7240 |
0.7279 |
0.7367 |
|
| S4 |
0.7172 |
0.7211 |
0.7348 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7790 |
0.7440 |
|
| R3 |
0.7721 |
0.7619 |
0.7393 |
|
| R2 |
0.7551 |
0.7551 |
0.7378 |
|
| R1 |
0.7449 |
0.7449 |
0.7362 |
0.7414 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7363 |
| S1 |
0.7278 |
0.7278 |
0.7331 |
0.7244 |
| S2 |
0.7210 |
0.7210 |
0.7315 |
|
| S3 |
0.7039 |
0.7108 |
0.7300 |
|
| S4 |
0.6869 |
0.6937 |
0.7253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7312 |
0.0094 |
1.3% |
0.0058 |
0.8% |
79% |
True |
False |
22,428 |
| 10 |
0.7482 |
0.7312 |
0.0171 |
2.3% |
0.0065 |
0.9% |
43% |
False |
False |
12,169 |
| 20 |
0.7571 |
0.7312 |
0.0260 |
3.5% |
0.0062 |
0.8% |
29% |
False |
False |
6,370 |
| 40 |
0.7571 |
0.7231 |
0.0341 |
4.6% |
0.0065 |
0.9% |
46% |
False |
False |
3,323 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0067 |
0.9% |
54% |
False |
False |
2,303 |
| 80 |
0.7746 |
0.7170 |
0.0576 |
7.8% |
0.0059 |
0.8% |
37% |
False |
False |
1,761 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0051 |
0.7% |
32% |
False |
False |
1,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7695 |
|
2.618 |
0.7584 |
|
1.618 |
0.7516 |
|
1.000 |
0.7474 |
|
0.618 |
0.7448 |
|
HIGH |
0.7406 |
|
0.618 |
0.7380 |
|
0.500 |
0.7372 |
|
0.382 |
0.7363 |
|
LOW |
0.7338 |
|
0.618 |
0.7295 |
|
1.000 |
0.7270 |
|
1.618 |
0.7227 |
|
2.618 |
0.7159 |
|
4.250 |
0.7049 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7377 |
| PP |
0.7376 |
0.7368 |
| S1 |
0.7372 |
0.7359 |
|